GAMMA DISTRIBUTION

Presented to:
Dr. Zahid Ahmad
Presented by:
Rauf Shaukat (557)
Waheed Afzal(559)
HISTORY
The gamma distribution, which includes the
exponential and chi-square distribution was used a
long time ago by Brown and Flood (1947) to describe
the life of glass tumblers circulating in a cafeteria.
THE GAMMA DISTRIBUTION
A family of probability density functions that yields a wide
variety of skewed distributional shapes is the Gamma Family.
To define the family of gamma distributions, we first need to
introduce a function that plays an important role in many
branches of mathematics, i.e., the Gamma Function.
4
Definition
For the gamma function is defined by
Properties of the gamma function:
1. For any
2. For any positive integer, n
3.
) 1 ( ) 1 ( ) ( , 1 = >
)! 1 ( ) ( = n n
=

2
1
0 >
) (

=
0
1
) ( dx e x
x

Gamma Function
The probability density function of a gamma distribution is:
> 0 , > 0 , t > 0
Where,
and are shape and scale parameters, respectively. It is seen
that varying changes the shape of the distribution while varying
changes only the scaling .
t
e t t f

=
1
) (
) (
) (
Density Function:
GRAPHICAL BEHAVIOUR
8
Then
The Mean or Expected Value
The Standard Deviation
= = ) ( X E
=
Gamma Distribution - Properties
) , (
If x ~ G
SURVIVAL ANALYSIS
Survival analysis is a branch of statistics which
deals with analysis of time duration to until one or more
events happen, such as death in biological organisms
and failure in mechanical systems.
This topic is called reliability theory or reliability
analysis in engineering, and duration analysis or
duration modeling in economics or event history
analysis in sociology.
Survival analysis attempts to answer questions
such as: what is the proportion of a population which
will survive past a certain time?
Of those that survive, at what rate will they die or fail?
Can multiple causes of death or failure be taken into
account?
SURVIVAL FUNCTION
Main article: Survival Function
The object of primary interest is the survival function, conventionally
denoted S, which is defined as
Where t is some time, T is a random variable denoting the time of death,
and "Pr" stands for probability i.e. the survival function is the probability
that the time of death is later than some specified time t.
The survival function is also called the survivor function or survivorship
function in problems of biological survival, and the reliability function in
mechanical survival problems. In the latter case, the reliability function
is denoted R(t).
Survival Function of Gamma Dist
Thus, the survivorship function is
Or
When n is integer
dt e t
()

= S(t)
t
t

1
) (

( )

=
1
0
!
) (
n
k
k
t
k
t
e t S

dt e t (
()

= S(t)
t
t

1
0
) 1

GRAPH OF SURVIVAL FUNCTION

HAZARD FUNCTION:
The Hazard function h(t) gives the instantaneous potential rate of
failure per unit time for the event to occur given that the individual has
survived up to time t.
) ( 1
) (
) (
t F
t f
t h

=
) (
) (
t S
t f
=
Since the hazard function is the ratio of f (t) and S(t), it can be
calculated from the given equation
Where, is an integer n.

=
1
0
1
) (
!
1
)! 1 (
) (
) (
n
k
k
n
t
k
n
t
t h

GRAPH OF HAZARD FUNCTION
EFFECT OF ON HAZARD RATE
The figure shows the hazard rate of gamma distribution
with different values of and remains constant.
When =1
The hazard rate remains constant as time increases.
When >1
The hazard rate increases as time increases.
When <1
The hazard rate decreases as time increases.

Relation with other Distributions:

When =1, the distribution is exponential.
When =1/2 and =v/2, where v is an integer,
the distribution is chi-square with v degrees of freedom.
Suppose the reaction time of a randomly selected individual
to a certain stimulus has a standard gamma distribution with
=2 sec. Find the probability that reaction time will be
(a) between 3 and 5 seconds
(b) greater than 4 seconds
Solution:
Since
18
X
) 2 ; 3 ( ) 2 ; 5 ( ) 3 ( ) 5 ( ) 5 3 ( F F F F X P = =
Gamma Distribution - Example
19
The probability that the reaction time is more than 4 sec is
092 . 0
908 . 0 1 ) 2 ; 4 ( 1 ) 4 ( 1 ) 4 (
=
= = = > F X P X P
( )
( )
960 . 0
2
1
) 2 ; 5 (
801 . 0
2
1
) 2 ; 3 (
5
0
3
0
=

=
=

dx xe F
dx xe F
x
x
Where
and
159 . 0 801 . 0 960 . 0 ) 5 3 ( = = x P
20
Example:
Birnbaum and Saunders (1958) report an application of the gamma
distribution to the lifetime of aluminum coupon. In their study, 17 sets of
six strips were placed in a specially designed machine. Periodic loading
was applied to the strips with a frequency of 18 hertz and a maximum
stress of 21,000 pounds per square inch. The 102 strips were run until all
of them failed. One of the 102 strips tested had to be discarded for an
extraneous reason, yielding 101 observations. The lifetime data are given
370,, 706, 716, 746, 785, 797, 844, 855, 858, 886, 886, 930, 960, 988, 990,
1000, 1010, 1016, 1018, 1020, 1055, 1085, 1102, 1102, 1108, 1115, 1120,
1134, 1140, 1199, 1200, 1200, 1203, 1222, 1235, 1238, 1252, 1258, 1262,
1269, 1270, 1290, 1293, 1300, 1310, 1313, 1315, 1330, 1355, 1390, 1416,
1419, 1420, 1420, 1450, 1452, 1475, 1478, 1481, 1485, 1502, 1505, 1513,
1522, 1522, 1530, 1540, 1560, 1567, 1578, 1594, 1602, 1604, 1608, 1630,
1642, 1674, 1730, 1750, 1750, 1763, 1768, 1781, 1782, 1792, 1820, 1868,
1881,1890, 1893, 1895, 1910, 1923, 1940,1945, 2023, 2100, 2130, 2215,
2268, 2440
SOLUTION:
For Graphical behaviour
Flow chart / steps:
1. Choose Graph Histogram Dialog Box
(Histogram),
2. Select With Fit then Ok,
3. In Graph variables, enter column of Survival Time:
Data.
4. Click on button Data View.
5. Dialog Box (Histogram - Data View)
6. In Distribution select Gamma, then Ok.
FOR ANALYSIS
Flow chart / steps:
1. Choose Calc Probability distribution
Gamma Dialog Box (Gamma
distribution),
2. Select Probability density,
3. enter estimated values of : Shape, Scale,
4. Enter input column Data,
5. Enter optional storage column pdf,
6. then Ok.
7. Repeat steps (1 to 6) for Cumulative
Probability
FLOW CHART / STEPS:
1. Choose Calc Calculator Dialog Box
(Calculator),
2. Enter name of variable S(t) in Store result in variable,
3. enter expression : 1-'cdf', then Ok.
4. Enter name of variable h(t) in Store result in variable,
5. enter expression : 'f(t)'/'S(t)'.
6. then Ok
SURVIVAL GRAPH
HAZARD GRAPH